-11.4%
PRCH vs SPY
+72.1%
-83.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -0.4% |
| 7D | +6.7% | +2.6% | +4.1% | +0.4% |
| 30D | +28.0% | -2.0% | +30.0% | +33.5% |
| 3M | +24.3% | -2.8% | +27.0% | +32.3% |
| 6M | +105.6% | +2.1% | +103.4% | +95.4% |
| YTD | +130.6% | +11.5% | +119.1% | +77.9% |
| 1Y | +106.4% | +13.5% | +92.9% | +52.5% |
| 3Y | +1,570.6% | +77.7% | +1,492.9% | +373.7% |
| All | -11.4% | +72.1% | -83.5% | -69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling